I'm just going to use your language because you can't seem to comprehend that just because something is an ancestor to something does not mean they'd still be able to recognize each other and reproduce.
Watch me win this argument.
1. You are calling an eohippus a horse.
2. You are asking for fossils of horses from non-horses to see speciation.
3. Now look at picture below:
Oh look, it's your "horse" evolving to modern day Rhino's and Tapirs (and evolution wasn't that smooth either, there were many branch off species that didn't make the cut and the current species of Rhino's, Horses and Tapirs are the ones that did... though there are some smaller horse species nearly extinct which will soon become just another side branch on the evolutionary chart).
I win. A rhino evolved from a horse.